+97.0%
STM vs BHP
+53.5%
+43.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +2.5% |
| 7D | +1.4% | +2.4% | -0.9% | -0.4% |
| 30D | -8.4% | -5.4% | -3.0% | -3.6% |
| 3M | -15.8% | -6.9% | -9.0% | -10.9% |
| 6M | -22.8% | -4.3% | -18.5% | -20.2% |
| YTD | +79.4% | +41.6% | +37.7% | +37.0% |
| 1Y | +97.0% | +53.3% | +43.7% | +35.0% |
| All | +97.0% | +53.5% | +43.5% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BHP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling